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SOMRS

State of Michigan Retirement System Portfolio holdings

AUM $22.6B
1-Year Est. Return 40.24%
This Fund
S&P 500
This Quarter Est. Return
+3.9%
1 Year Est. Return
+40.24%
3 Year Est. Return
+127.54%
5 Year Est. Return
+152.65%
10 Year Est. Return
+534.6%
AUM
$12.7B
AUM Growth
+$242M
Cap. Flow
-$121M
Cap. Flow %
-0.96%
Top 10 Hldgs %
23.86%
Holding
959
New
19
Increased
657
Reduced
198
Closed
23

Top Buys

Rank Stock Value
1
AGNC icon
AGNC Investment
AGNC
+$83.8M
2
EXC icon
Exelon
EXC
+$70.1M
3
ORCL icon
Oracle
ORCL
+$29.3M
4
AVY icon
Avery Dennison
AVY
+$28.1M
5
NLSN
Nielsen Holdings plc
NLSN
+$27.4M

Top Sells

Rank Stock Value
1
AFL icon
Aflac
AFL
+$146M
2
MON
Monsanto Co
MON
+$61.8M
3
XYZ
Block Inc
XYZ
+$58.9M
4
VLO icon
Valero Energy
VLO
+$41.2M
5
TWX
Time Warner Inc
TWX
+$39.4M

Sector Composition

Rank Sector Weight
1 Financials 16.69%
2 Technology 15.7%
3 Healthcare 15.25%
4 Consumer Discretionary 9.01%
5 Communication Services 8.9%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CPRI icon
476
Capri Holdings
CPRI
$1.74B
$2.95M 0.02%
44,348
-400
-0.9% -$26.1K
XRAY icon
477
Dentsply Sirona
XRAY
$2.43B
$2.95M 0.02%
67,366
-300
-0.4% -$14.1K
INGR icon
478
Ingredion
INGR
$6.58B
$2.94M 0.02%
26,600
+300
+1% +$35.3K
LKQ icon
479
LKQ Corp
LKQ
$6.29B
$2.92M 0.02%
91,652
+500
+0.5% +$16.7K
IRM icon
480
Iron Mountain
IRM
$36.1B
$2.92M 0.02%
83,346
+500
+0.6% +$16.9K
MOS icon
481
The Mosaic Company
MOS
$7.33B
$2.91M 0.02%
103,882
+700
+0.7% +$19K
TYL icon
482
Tyler Technologies
TYL
$12.8B
$2.91M 0.02%
13,100
+300
+2% +$67.5K
CC icon
483
Chemours
CC
$2.37B
$2.91M 0.02%
65,500
-2,000
-3% -$99.5K
LNT icon
484
Alliant Energy
LNT
$18B
$2.9M 0.02%
68,556
+400
+0.6% +$16.5K
IFF icon
485
International Flavors & Fragrances
IFF
$21.9B
$2.89M 0.02%
23,342
+100
+0.4% +$13.1K
NCLH icon
486
Norwegian Cruise Line
NCLH
$8.84B
$2.89M 0.02%
61,200
+500
+0.8% +$26.3K
BURL icon
487
Burlington
BURL
$23.2B
$2.89M 0.02%
19,200
+7,200
+60% +$1.02M
UHS icon
488
Universal Health Services
UHS
$10.5B
$2.88M 0.02%
25,852
+200
+0.8% +$23.4K
XEC
489
DELISTED
CIMAREX ENERGY CO
XEC
$2.88M 0.02%
28,280
+200
+0.7% +$19K
DVA icon
490
DaVita
DVA
$11.7B
$2.87M 0.02%
41,358
-1,500
-3% -$100K
RPM icon
491
RPM International
RPM
$15B
$2.87M 0.02%
49,218
+500
+1% +$25.1K
HII icon
492
Huntington Ingalls Industries
HII
$12.8B
$2.86M 0.02%
13,200
-200
-1% -$46.5K
CGNX icon
493
Cognex
CGNX
$11.3B
$2.84M 0.02%
63,700
+400
+0.6% +$18.9K
JNPR
494
DELISTED
Juniper Networks
JNPR
$2.83M 0.02%
103,396
+2,200
+2% +$57.3K
FDS icon
495
Factset
FDS
$10.2B
$2.83M 0.02%
14,300
+100
+0.7% +$20K
ZBRA icon
496
Zebra Technologies
ZBRA
$17.8B
$2.82M 0.02%
19,700
+300
+2% +$44.2K
FIT
497
DELISTED
Fitbit, Inc. Class A common stock
FIT
$2.81M 0.02%
430,300
– –
WHR icon
498
Whirlpool
WHR
$2.82B
$2.79M 0.02%
19,089
-1,700
-8% -$258K
GGG icon
499
Graco
GGG
$13.5B
$2.79M 0.02%
61,700
-100
-0.2% -$4.59K
EG icon
500
Everest Group
EG
$14.4B
$2.79M 0.02%
12,100
+100
+0.8% +$23.5K
18 19
20
21 22

Similar funds

FAM
Fred Alger Management New York $22.8B AUM 64.63% 1-Year Est. Return
BA
Bridgewater Associates Westport, Connecticut $22.4B AUM 34.48% 1-Year Est. Return
Tiger Global Management
Tiger Global Management New York $22.8B AUM 30.07% 1-Year Est. Return
AM
AGF Management Toronto, Ontario, Canada $22.3B AUM 46.42% 1-Year Est. Return
Capital Fund Management (CFM)
Capital Fund Management (CFM) Paris, France $22.1B AUM 20.49% 1-Year Est. Return
CAM
Cresset Asset Management Chicago, Illinois $23.1B AUM 27.04% 1-Year Est. Return
Luther King Capital Management (LKCM)
Luther King Capital Management (LKCM) Fort Worth, Texas $23.1B AUM 21.31% 1-Year Est. Return
DSA
Davis Selected Advisers Tucson, Arizona $21.8B AUM 23.45% 1-Year Est. Return

State of Michigan Retirement System's Q2 2018 Portfolio in Review

As of Q2 2018, State of Michigan Retirement System held 959 positions worth $12.7B, up 1.9% from $12.4B the previous quarter. Its ten largest holdings account for 24% of the portfolio.

Trading was light in Q2 2018: portfolio turnover was 4.4%. State of Michigan Retirement System opened 19 new positions and exited 23, leaving the 959-position portfolio largely intact.

By sector, the portfolio is most concentrated in Financials at 17% of assets, down from 18% a quarter earlier, followed by Technology and Healthcare.

  • State of Michigan Retirement System's largest Q2 2018 buy was Rithm Capital: 670,000 shares worth $11.7M.
  • State of Michigan Retirement System added most to AGNC Investment in Q2 2018, an estimated $83.8M increase.
  • State of Michigan Retirement System's biggest Q2 2018 reduction was Aflac, cutting an estimated $146M.
  • State of Michigan Retirement System fully exited Monsanto Co in Q2 2018, selling an estimated $61.8M.
  • State of Michigan Retirement System's ten largest holdings make up 24% of its $12.7B portfolio in Q2 2018.
  • State of Michigan Retirement System opened 19 new positions and closed 23 in Q2 2018.
  • State of Michigan Retirement System's portfolio value rose 1.9% quarter-over-quarter to $12.7B.

Based on State of Michigan Retirement System's 13F filing for Q2 2018, filed 8 Aug 2018.